| Cross-section of option returns and volatility A Goyal, A Saretto Journal of Financial Economics 94 (2), 310-326, 2009 | 549 | 2009 |
| Corporate leverage, debt maturity, and credit supply: The role of credit default swaps A Saretto, HE Tookes The Review of Financial Studies 26 (5), 1190-1247, 2013 | 408* | 2013 |
| Option strategies: Good deals and margin calls P Santa-Clara, A Saretto Journal of Financial Markets 12 (3), 391-417, 2009 | 249 | 2009 |
| Anomalies and false rejections T Chordia, A Goyal, A Saretto The Review of Financial Studies 33 (5), 2134-2179, 2020 | 223* | 2020 |
| Complex securities and underwriter reputation: Do reputable underwriters produce better securities? J Griffin, R Lowery, A Saretto The Review of Financial Studies 27 (10), 2872-2925, 2014 | 109 | 2014 |
| Does capital structure affect the behavior of nonfinancial stakeholders? An empirical investigation into leverage and union strikes BW Myers, A Saretto Management Science 62 (11), 3235-3253, 2016 | 79* | 2016 |
| Predicting and pricing the probability of default A Saretto AFA 2006 Boston Meetings Paper, 2005 | 63 | 2005 |
| Auction failures and the market for auction rate securities JJ McConnell, A Saretto Journal of Financial Economics 97 (3), 451-469, 2010 | 47 | 2010 |
| An evaluation of alternative multiple testing methods for finance applications CR Harvey, Y Liu, A Saretto The Review of Asset Pricing Studies 10 (2), 199-248, 2020 | 41 | 2020 |
| Growth options and credit risk A Gamba, A Saretto Management Science 66 (9), 4269-4291, 2020 | 25* | 2020 |
| How does hedge designation impact the market’s perception of credit risk? S Anbil, A Saretto, H Tookes Journal of Financial Stability 41, 25-42, 2019 | 19* | 2019 |
| The agency credit spread A Gamba, M Aranda, A Saretto Working Paper, SSRN, http://dx. doi. org/10.2139/ssrn. 2373423, 2013 | 16 | 2013 |
| Are equity option returns abnormal? ipca says no A Goyal, A Saretto FRB of Dallas Working Paper, 2022 | 14 | 2022 |
| An Empirical Bayes Approach to Controlling the False Discovery Exceedance P Basu, L Fu, A Saretto, W Sun arXiv preprint arXiv:2111.03885, 2021 | 9 | 2021 |
| The agency component of credit spread A Gamba, A Saretto WBS Finance Group Research Paper, 2018 | 6 | 2018 |
| Why Did Auction Rate Bond Auctions Fail during 2007-2008? B Liu, JJ McConnell, A Saretto The Journal of Fixed Income 20 (2), 5, 2010 | 4 | 2010 |
| The trust alternative I Chakraborty, A Saretto, M Wardlaw Unpublished manuscript, 2015 | 3* | 2015 |
| An empirical bayes approach to controlling the false discovery exceedance P Basu, L Fu, A Saretto, W Sun Journal of Business & Economic Statistics 42 (3), 1041-1052, 2024 | 2 | 2024 |
| Debt Maturity and Commitment on Firm Policies A Gamba, A Saretto FRB of Dallas Working Paper, 2023 | 2 | 2023 |
| Endogenous option pricing A Gamba, A Saretto FRB of Dallas Working Paper, 2022 | 2 | 2022 |
Amit GoyalSwiss Finance Institute at HEC at the University of LausanneVerified email at unil.ch
